Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-06-01 11.834404 13.550643 15.399591 17.536024 19.932896 22.535195 25.570557
2025-06-08 9.171988 11.464265 14.126053 17.430898 21.408524 26.025234 31.771913
2025-06-15 7.889488 10.432340 13.529486 17.552405 22.609586 28.723600 36.638440
2025-06-22 7.069998 9.827952 13.331602 18.065529 24.244605 31.980401 42.333705
2025-06-29 6.177330 8.984032 12.687183 17.869492 24.862213 33.888369 46.323237
2025-07-06 5.220703 7.933321 11.645583 17.018319 24.500273 34.440227 48.509990
2025-07-13 4.835684 7.629077 11.572587 17.444341 25.840174 37.264917 53.802862
2025-07-20 4.477005 7.318886 11.450299 17.767744 27.025953 39.907011 58.941965
2025-07-27 4.064415 6.881556 11.096693 17.711705 27.640135 41.752542 63.024288
2025-08-03 3.665884 6.423592 10.667287 17.496727 27.985233 43.202467 66.576648
2025-08-10 3.367686 6.094974 10.403805 17.502540 28.639279 45.105286 70.839809
2025-08-17 3.137455 5.854757 10.255682 17.667249 29.527992 47.374809 75.717880
2025-08-24 2.881809 5.553247 9.993597 17.644383 30.142017 49.289840 80.202808
2025-08-31 2.624552 5.224139 9.659173 17.477272 30.511612 50.841723 84.199131
2025-09-07 2.449876 5.024433 9.523190 17.620768 31.373917 53.174815 89.471434
2025-09-14 2.350230 4.953229 9.601657 18.127840 32.852706 56.534506 96.479955
2025-09-21 2.151734 4.674669 9.290136 17.933926 33.138365 57.982400 100.488621
2025-09-28 1.879805 4.225059 8.632403 17.079092 32.240616 57.449827 101.257422
2025-10-05 1.805344 4.163713 8.686707 17.506798 33.580307 60.655292 108.252644
2025-10-12 1.722881 4.077720 8.686685 17.831115 34.748072 63.612068 114.936489
2025-10-19 1.601561 3.897814 8.491286 17.774939 35.226540 65.411220 119.735582
2025-10-26 1.472934 3.689094 8.222581 17.559262 35.398091 66.680776 123.670719
2025-11-02 1.378394 3.546309 8.074571 17.565099 35.972456 68.664833 128.892891